CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 1.1917 1.1890 -0.0027 -0.2% 1.1968
High 1.1917 1.1890 -0.0027 -0.2% 1.1990
Low 1.1870 1.1890 0.0020 0.2% 1.1870
Close 1.1888 1.1890 0.0002 0.0% 1.1890
Range 0.0047 0.0000 -0.0047 -100.0% 0.0120
ATR 0.0066 0.0062 -0.0005 -6.9% 0.0000
Volume 6 4 -2 -33.3% 135
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.1890 1.1890 1.1890
R3 1.1890 1.1890 1.1890
R2 1.1890 1.1890 1.1890
R1 1.1890 1.1890 1.1890 1.1890
PP 1.1890 1.1890 1.1890 1.1890
S1 1.1890 1.1890 1.1890 1.1890
S2 1.1890 1.1890 1.1890
S3 1.1890 1.1890 1.1890
S4 1.1890 1.1890 1.1890
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2277 1.2203 1.1956
R3 1.2157 1.2083 1.1923
R2 1.2037 1.2037 1.1912
R1 1.1963 1.1963 1.1901 1.1940
PP 1.1917 1.1917 1.1917 1.1905
S1 1.1843 1.1843 1.1879 1.1820
S2 1.1797 1.1797 1.1868
S3 1.1677 1.1723 1.1857
S4 1.1557 1.1603 1.1824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1990 1.1870 0.0120 1.0% 0.0012 0.1% 17% False False 27
10 1.2024 1.1738 0.0286 2.4% 0.0017 0.1% 53% False False 14
20 1.2024 1.1180 0.0844 7.1% 0.0009 0.1% 84% False False 8
40 1.2024 1.1133 0.0891 7.5% 0.0007 0.1% 85% False False 5
60 1.2024 1.0821 0.1203 10.1% 0.0007 0.1% 89% False False 4
80 1.2024 1.0468 0.1556 13.1% 0.0005 0.0% 91% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1890
2.618 1.1890
1.618 1.1890
1.000 1.1890
0.618 1.1890
HIGH 1.1890
0.618 1.1890
0.500 1.1890
0.382 1.1890
LOW 1.1890
0.618 1.1890
1.000 1.1890
1.618 1.1890
2.618 1.1890
4.250 1.1890
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 1.1890 1.1925
PP 1.1890 1.1913
S1 1.1890 1.1902

These figures are updated between 7pm and 10pm EST after a trading day.

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